Testing Linear and Log-Linear Regressions with Autocorrelated Errors
This paper considers the problem of testing linear and log-linear models with autocorrelated errors. Test of functional form as well as functional form and autocorrelation simultaneously are obtained using the Lagrange multiplier approach.
TSE, Yiu Kuen.
Testing Linear and Log-Linear Regressions with Autocorrelated Errors. (1984). Economics Letters. 14, (4), 333-337. Research Collection School Of Economics.
Available at: http://ink.library.smu.edu.sg/soe_research/171
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